scientific article; zbMATH DE number 796444

zbMATH Open0836.90012MaRDI QIDQ4845602FDOQ4845602

Authors: Dmitry Kramkov, Ernesto Mordecki 

Publication date: 20 February 1996

Title of this publication is not available (Why is that?)

Recommendations

• Generalization of an integral option
• The integral option in a model with jumps
• scientific article; zbMATH DE number 1897424
• The Russian option: Reduced regret
• scientific article; zbMATH DE number 4218072

zbMATH Keywords

diffusion modelAmerican options

Mathematics Subject Classification ID

Cited In (8)

• Accelerated Share Repurchases Under Stochastic Volatility
• A bilevel programming approach to double optimal stopping
• Generalization of an integral option
• Optimal stopping problems for some Markov processes
• The integral option in a model with jumps
• Perpetual options and Canadization through fluctuation theory
• On optimal stopping of multidimensional diffusions
• An optimal stopping problem in a diffusion-type model with delay

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4845602)